I've made an interesting finding that resolved the issue for me on Windows 10. Hopefully it can help others too.
Evernote appears to get date format settings from the Windows display language, not the Regional format
I had my region set to English (United Kingdom) and all other apps seem to obey this, but Evernote was returning dates in US format. Based on long-standing frustration I figured this was just Evernote being rubbish. Then I saw Mike P's post with screenshots of UK formatted dates -- so it has to be possible to change this.
Digging deeper I found that although my `Regional format` was set to United Kingdom, my `Windows display language` was set to English (United States). Changing them all to UK has resolved the problem.
Shift-Alt-D shortcut now returns dates as dd MMMM YYYY